CME Swiss Franc Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 1.0208 1.0168 -0.0040 -0.4% 1.0125
High 1.0212 1.0191 -0.0021 -0.2% 1.0248
Low 1.0155 1.0144 -0.0011 -0.1% 1.0106
Close 1.0159 1.0171 0.0012 0.1% 1.0207
Range 0.0057 0.0047 -0.0010 -17.5% 0.0142
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 76 64 -12 -15.8% 299
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0310 1.0287 1.0197
R3 1.0263 1.0240 1.0184
R2 1.0216 1.0216 1.0180
R1 1.0193 1.0193 1.0175 1.0205
PP 1.0169 1.0169 1.0169 1.0174
S1 1.0146 1.0146 1.0167 1.0158
S2 1.0122 1.0122 1.0162
S3 1.0075 1.0099 1.0158
S4 1.0028 1.0052 1.0145
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.0613 1.0552 1.0285
R3 1.0471 1.0410 1.0246
R2 1.0329 1.0329 1.0233
R1 1.0268 1.0268 1.0220 1.0299
PP 1.0187 1.0187 1.0187 1.0202
S1 1.0126 1.0126 1.0194 1.0157
S2 1.0045 1.0045 1.0181
S3 0.9903 0.9984 1.0168
S4 0.9761 0.9842 1.0129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0248 1.0144 0.0104 1.0% 0.0059 0.6% 26% False True 65
10 1.0248 1.0076 0.0172 1.7% 0.0059 0.6% 55% False False 62
20 1.0248 1.0062 0.0186 1.8% 0.0060 0.6% 59% False False 44
40 1.0457 1.0062 0.0395 3.9% 0.0058 0.6% 28% False False 26
60 1.0744 1.0062 0.0682 6.7% 0.0059 0.6% 16% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0391
2.618 1.0314
1.618 1.0267
1.000 1.0238
0.618 1.0220
HIGH 1.0191
0.618 1.0173
0.500 1.0168
0.382 1.0162
LOW 1.0144
0.618 1.0115
1.000 1.0097
1.618 1.0068
2.618 1.0021
4.250 0.9944
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 1.0170 1.0180
PP 1.0169 1.0177
S1 1.0168 1.0174

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These figures are updated between 7pm and 10pm EST after a trading day.

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